Control Systems and Reinforcement Learning

Sean Meyn is a professor and holds the Robert C. Pittman Eminent Scholar Chair in the Department of Electrical and Computer Engineering, University of Florida. He is well known for his research on stochastic processes and their applications. His award-winning monograph Markov Chains and Stochastic Stability with R. L. Tweedie is now a standard reference. In 2015 he and Prof. Ana Busic received a Google Research Award recognizing research on renewable energy integration. He is an IEEE Fellow and IEEE Control Systems Society distinguished lecturer on topics related to both reinforcement learning and energy systems.

'Control Systems and Reinforcement Learning is a densely packed book with a vivid, conversational style. It speaks both to computer scientists interested in learning about the tools and techniques of control engineers and to control engineers who want to learn about the unique challenges posed by reinforcement learning and how to address these challenges. The author, a world-class researcher in control and probability theory, is not afraid of strong and perhaps controversial opinions, making the book entertaining and attractive for open-minded readers. Everyone interested in the "why" and "how" of RL will use this gem of a book for many years to come.' Csaba Szepesvári, Canada CIFAR AI Chair, University of Alberta, and Head of the Foundations Team at DeepMind

• 1. Introduction; Part I. Fundamentals Without Noise: 2. Control crash course; 3. Optimal control; 4. ODE methods for algorithm design; 5. Value function approximations; Part II. Reinforcement Learning and Stochastic Control: 6. Markov chains; 7. Stochastic control; 8. Stochastic approximation; 9. Temporal difference methods; 10. Setting the stage, return of the actors; A. Mathematical background; B. Markov decision processes; C. Partial observations and belief states; References; Glossary of Symbols and Acronyms; Index.